EU energy markets · live since 2023

Quantitative
energy intelligence.

Power, gas, storage and battery analytics across European energy markets — trading, valuation, optimisation and execution. Built by quants, not consultants.

A focused stack for European energy markets.

No generalists, no slideware. Deeply built capabilities — research, valuation, execution and infrastructure — that compound on each other.

nuclear renewables gas peakers CLEARING
I / IIIresearch

Power Trading Analytics

  • Fundamental stack models
  • Probabilistic price forecasting
  • Intraday optimization
  • Market microstructure research
−MW +MW SoC
II / IIIexecution

Battery & Flexibility

  • Dynamic charging / discharging
  • Tariff arbitrage logic
  • Virtual storage routing
  • Prosumer optimization (PV + BESS)
ENTSO-E EPEX forecast dispatch reporting
III / IIIinfra

Energy AI Infrastructure

  • Automated data pipelines
  • ML forecasting in production
  • Real-time analytics
  • Execution & control systems

Power is one commodity. We trade them all.

Power doesn't move alone. We model gas, coal, storage and carbon as a single coupled system — because that's how the market actually clears.

Gas storage · seasonal optionality
TTF · summer / winter spread
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec €60 €45 €30 €15 INJECTION WITHDRAWAL WITHDRAWAL market curve our valuation
Stochastic valuation of seasonal & cycling optionality.
TTF · NBP · PEG
Cross-commodity prices
normalised · 12 months
EUA · €/t PWR · DE GAS · TTF COAL · API2 +30% +15% 0% −15%
Joint modelling — TTF · NBP · PEG · API2 · API4 · NEWC · EUA · DE / FR power.
CROSS-COMM

Forward curves

hourly power · daily gas · coal · EUA · fuel oil
PWR · DE/FRhourly
2026 → 2028 · curve build
GAS · TTFdaily
incl. NBP · PEG · VTP
COAL · API2daily
incl. API4 · NEWC
EUA · CO₂daily
phase IV · MSR-aware
FUEL OILdaily
Brent · HSFO · gasoil
Power
  • JAO cross-border valuation
  • Hourly power forward curves
  • Pan-European stack modelling
  • Probabilistic price forecasting
  • Intraday optimisation & microstructure
Gas
  • Gas balance per country
  • Pan-European gas balance
  • LNG flows modelling
  • Storage valuation (LSMC, rolling intrinsic)
  • Daily TTF · NBP · PEG forward curves
Coal & oil
  • API2 · API4 · NEWC modelling
  • Freight calculators for coal FFA
  • FFA coal–oil hedging strategies
  • Daily coal & fuel-oil forward curves
  • Basin economics & switching dynamics
Cross-commodity
  • Clean spark & clean dark spreads
  • Daily EUA forward curves & pass-through
  • Flow optimisation across interconnectors
  • Real-option valuation (storage, BESS, tolling)
  • Joint price & volatility dynamics

Few teams combine all of this under one roof.

institutional-grade energy quant capability
Power
Gas
Coal
Storage
ML
Execution
Physical
Most firms cover one or two of these.
We cover all seven — and the spaces between them.
powergascoalstoragemlexecphysical

Quant-floor pedigree, applied to the grid.

The team behind Algoquant has built and operated systems where decisions cost real money. We bring that discipline — not vocabulary — to the energy transition.

01

Former proprietary energy trading experience

Hands-on P&L, risk and execution on real European power desks — not paper trading or backtests.

02

European energy markets expertise

Power (day-ahead, intraday, balancing), gas hubs (TTF, NBP, PEG), coal (API2/API4) and EUAs — including the structural quirks of each.

03

Quantitative research background

Probabilistic forecasting, stochastic optimization, time-series and ML applied to physical assets, not just speculative trading.

04

Production ML systems

Models that run 24/7 with monitoring, retraining and fallbacks. Built for operators, not demos.

05

Physical + financial integration

We reason about MW and MWh as well as bids, spreads and imbalance cost — the boundary is where most projects fail.

Built by people who've sat on the desk.

A small, focused team led by a founder active in European energy markets since 2010 — across power, gas and commodity trading. Algoquant has been operating, deploying and refining live systems since 2019.

2010
Founder active in European energy markets — proprietary trading, research and execution from day one.
DESK EXPERIENCE
2019
Algoquant founded — building and operating live systems continuously since.
OPERATING TRACK RECORD
4
Commodity lanes covered end-to-end — power, gas, coal & oil, cross-commodity.
UNDER ONE ROOF
ROLE / 01

Quant research & strategy

  • 15+ years in European energy markets
  • Former proprietary energy trading
  • Probabilistic forecasting & stochastic optimisation
  • Cross-commodity research direction
ROLE / 02

Power & intraday execution

  • Day-ahead, intraday & balancing markets
  • JAO cross-border valuation
  • Market microstructure research
  • Live execution & dispatch systems
ROLE / 03

Gas, coal & optionality

  • Gas balances (country & pan-EU), LNG flows
  • Coal FFA, freight & fuel-oil hedging
  • Storage valuation (LSMC, rolling intrinsic)
  • Real-option pricing — storage, tolling, swing
ROLE / 04

Energy AI infrastructure

  • Production ML & real-time analytics
  • Pipelines: ENTSO-E, EPEX, EEX, JAO, ICE
  • Cloud-native, 24/7 monitoring & fallbacks
  • Reproducible, versioned model artefacts
Lean by design. The hands that research the signal also operate the model in production — no handoffs, no consultancy theatre.
ALGOQUANT · 2019 → PRESENT
NEW · BESPOKE BUILD

Your own AI energy analyst, built on your data.

For trading floors and asset operators ready to go further: a custom AI agent trained on your trades, contracts, ETRM and internal docs. Writes briefings, answers questions, monitors positions and drafts reports — 24/7, in your house style.

~90%
of repetitive analyst work — briefings, Q&A, P&L commentary, position monitoring — automated.
6–12w
from kickoff to a production agent running inside your VPC or on-prem.
24/7
always-on, multi-language, fluent in your contracts and your data schema.

What we've built.

A representative sample of live research and infrastructure — short-term power, multi-week cross-commodity, and asset-level optimisation. Specific clients, P&L and IP withheld.

Pan-European stack & spread map
heatmap · 9 zones · hourly
0003 0609 1215 1821 24 DE-LU FR BE NL ES IT-N DK-1 NO-2 PL €/MWh 20 80 180+ DE→IT-N spread peak window
Forecasting infrastructure — pan-European stack & spread modelling.
PAN-EU
Fuel switching · clean dark vs clean spark
12-month · €/MWh
switch switch COAL IN GAS IN COAL IN +30 0 −30 Jan Apr Jul Oct clean spark clean dark
Cross-commodity switching economics — gas vs coal under EUA pass-through.
SPREADS
BESS dispatch · 5 MW / 10 MWh
backtest · 90 days
100%50%0% day 1day 30day 60 SoC · cycles
Battery optimization framework — co-located & standalone.
BESS

Not an agency. A quant energy firm — with the scars, the models and the infrastructure to prove it.